David Glossop Email & Phone Number

London, England, United Kingdom

• The development of a “within team” RWA SAS emulator for the Barclaycard Portfolio. • The regular creation of RWA impact analysis and results from changes to the Credit Card IRB model suite.• Adhoc requests on the Credit Card IRB model suite including validation, enhancing documentation etc.

Swindon, United Kingdom

• I lead a team (Senior Analyst and Analyst) that developed a Loans Collection Model and a Bureau Strategy proposal for Unsecured Application models.• Performed Line Management and Coaching of Senior Analyst and Analyst across the year.• Regular review and management of Monthly Model MI for the wider-team.• Ran Scorecard development workshops and promoted optimised SAS and Excel tools to perform model development; a challenger to in-house use of Model Builder (FICO) software.• Supported a Proof of Concept to utilise a Machine Learning technique as a challenger to the use of the Scorecard model methodology, based on a non-linear modelling framework.

Halifax, United Kingdom

Manager (Upper), Modelling Mortgage Finance (Jun 2016 – May 2018)• Responsible for the development, maintenance and governance of a Mortgage Profitability Tool for New Business Pricing. The key contact for Mortgage Model Pricing and Governance.• Regularly develop and present Mortgage New Business analysis and reports to Senior Management and leaders; including strategy papers and new product proposals. • Maintain and organise the Pricing Model Governance Committee including presenting proposals for approval; as well as logging and tracking actions.Manager (Upper), Model Approval Retail & Wholesale (Jun 2013 – Jun 2016)• The sole review of periodic validations on numerous Wholesale and Asset Finance Internal operational, Impairment, Pricing and Capital models.• Supported new model developments through technical working groups and pre-submission reviews. For example: new online Asset Finance propositions in the UK and internationally.• The management, coaching and mentoring of junior colleagues within the team.Assistant Manager, Model Approval Retail & Wholesale (Jun 2011 – Jun 2013)• The annual review of Asset Finance Retail Rating models and a Project Finance model. • Supporting Senior Managers on the review of periodic validations on numerous Wholesale and Asset Finance Internal operational, Impairment, Pricing and Capital models.• Continued support to modelling teams by answering queries and requests as well as delivering work for these teams to address model weaknesses (whilst they have other priorities) through secondment.

Leeds, England, United Kingdom

• Developed a Personal Loan application model and a loan fraud model with strategies.• Took the lead on building PD and EAD loan models and the preceding data design. • Created Mortgage and Personal Loan MI for Basel II purposes.• Managed and coached junior colleagues through model development projects.